+36.6%
CNH vs LDOS
+444.9%
-408.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +6.5% | -2.8% | +9.3% | +7.5% |
| 30D | -12.0% | +13.6% | -25.5% | -16.2% |
| 3M | +4.4% | +4.2% | +0.1% | +1.8% |
| 6M | +15.7% | -8.2% | +23.9% | +17.6% |
| YTD | +28.2% | -24.1% | +52.3% | +38.2% |
| 1Y | +14.8% | -31.2% | +46.0% | +28.6% |
| 3Y | +8.3% | +35.0% | -26.7% | -12.1% |
| 5Y | -15.2% | +52.6% | -67.8% | -36.0% |
| 10Y | +122.0% | +261.9% | -139.8% | +24.4% |
| All | +36.6% | +444.9% | -408.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling